Semiparametric estimation of a characteristic-based factor model of common stock returns

Gregory Connor and Oliver Linton

Journal of Empirical Finance, 2007, vol. 14, issue 5, 694-717

Date: 2007
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Citations: View citations in EconPapers (37)

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Working Paper: Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns (2006)
Working Paper: Semiparametric estimation of a characteristic-based factor model of common stock returns (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:14:y:2007:i:5:p:694-717

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